A Mean-Variance Portfolio Selection Model with Interval-Valued Possibility Measures

Table 5

The risk comparison between model (36) and model (38) for different and .

	Risk in (38)		Risk in (36)
0.050	0.004	[0.04, 0.06]	0.018
0.065	0.004	[0.05, 0.08]	0.060
0.070	0.004	[0.04, 0.10]	0.021
0.095	0.006	[0.04, 0.15]	0.051
0.100	0.008	[0.05, 0.15]	0.061
0.120	0.013	[0.04, 0.20]	0.106
0.125	0.015	[0.05, 0.20]	0.120
0.170	0.037	[0.04, 0.30]	0.292
0.175	0.040	[0.05, 0.30]	0.316
0.220	0.081	[0.04, 0.40]	0.578
0.225	0.087	[0.05, 0.40]	0.612